#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Termstructures.Volatility.Equityfx;
using Cephei.QL.Math;
using Cephei.QL.Processes;
namespace Cephei.QL.Experimental.Processes
{
    /// <summary> 
	/// ! Black-Scholes process which supports local vega stress tests
	/// </summary>
    [Guid ("957E9273-941A-4784-89EB-9B3FD9AADBD4"),ComVisible(true)]
	public interface IVegaStressedBlackScholesProcess : Cephei.QL.Processes.IGeneralizedBlackScholesProcess
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Diffusion(Double t, Double x);
        /// <summary> 
		/// returns the lower asset border for the stress test
		/// </summary>
		 Double GetLowerAssetBorderForStressTest {get;}
        /// <summary> 
		/// returns the lower time border for the stress test
		/// </summary>
		 Double GetLowerTimeBorderForStressTest {get;}
        /// <summary> 
		/// returns the stress Level
		/// </summary>
		 Double GetStressLevel {get;}
        /// <summary> 
		/// returns the upper asset border for the stress test
		/// </summary>
		 Double GetUpperAssetBorderForStressTest {get;}
        /// <summary> 
		/// returns the upper time border for the stress test
		/// </summary>
		 Double GetUpperTimeBorderForStressTest {get;}
        /// <summary> 
		/// set the lower asset border for the stress test
		/// </summary>
		 IVegaStressedBlackScholesProcess SetLowerAssetBorderForStressTest(Double LAB);
        /// <summary> 
		/// set the lower time border for the stress test
		/// </summary>
		 IVegaStressedBlackScholesProcess SetLowerTimeBorderForStressTest(Double LTB);
        /// <summary> 
		/// set the stress Level
		/// </summary>
		 IVegaStressedBlackScholesProcess SetStressLevel(Double SL);
        /// <summary> 
		/// set the upper asset border for the stress test
		/// </summary>
		 IVegaStressedBlackScholesProcess SetUpperAssetBorderForStressTest(Double UBA);
        /// <summary> 
		/// set the upper time border for the stress test
		/// </summary>
		 IVegaStressedBlackScholesProcess SetUpperTimeBorderForStressTest(Double UTB);
    }   

    /// <summary> 
	/// ! Black-Scholes process which supports local vega stress tests Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IVegaStressedBlackScholesProcess_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IVegaStressedBlackScholesProcess Create (Cephei.QL.IQuote x0, Cephei.QL.Termstructures.IYieldTermStructure dividendTS, Cephei.QL.Termstructures.IYieldTermStructure riskFreeTS, Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure blackVolTS, Microsoft.FSharp.Core.FSharpOption<Double> lowerTimeBorderForStressTest, Microsoft.FSharp.Core.FSharpOption<Double> upperTimeBorderForStressTest, Microsoft.FSharp.Core.FSharpOption<Double> lowerAssetBorderForStressTest, Microsoft.FSharp.Core.FSharpOption<Double> upperAssetBorderForStressTest, Microsoft.FSharp.Core.FSharpOption<Double> stressLevel);
    }
}

